Your stomach gets cold when you work out because you are burning calories/losing weight. The fats and carbohydrates get digested much quicker and the blood begins to rush to other organs at a faster rate. Fermetation then kicks in and replaces the oxygen being lost from your blood going elsewhere in your body with lactic acid. The lactic acid will cause both a buring in you abdominales along with a colder feeling on the surface of you stomach.